fixed bug

notebooks/Example 10 - Quadratic Optimizer Comparison with CVXOPT.ipynb

@@ -42,7 +42,7 @@
     "all_styles = risk_styles + industry_styles + macro_styles\n",
     "\n",
     "risk_exposure_values = total_data[all_styles].values.astype(float)\n",
-    "special_risk_values = total_data['s_srisk'].values.astype(float)\n",
+    "special_risk_values = total_data['srisk'].values.astype(float)\n",
     "risk_cov_values = risk_cov[all_styles].values\n",
     "\n",
     "sec_cov_values_full = risk_exposure_values @ risk_cov_values @ risk_exposure_values.T / 10000  + np.diag(special_risk_values ** 2) / 10000\n",
@@ -293,6 +293,20 @@
     "    print(\"{0:<8}{1:>12.2f}{2:>12.2f}{3:>12.2f}\".format(n, cvxpy_times[i], cvxopt_times[i], ipopt_times[i]))"
    ]
   },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  },
   {
    "cell_type": "code",
    "execution_count": null,